Least trimmed squares: nuisance parameter free asymptotics
The Least Trimmed Squares (LTS) regression estimator is known to be very robust to the presence of ‘outliers’. It is based on a clear and intuitive idea: in a sample of size n, it searches for the h-subsample of observations with the smallest sum of squared residuals. The remaining n−h observations...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Cambridge University Press
2024
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